Maximum likelihood estimation, analysis, and applications of exponential polynomial signals

被引:30
作者
Golden, S [1 ]
Friedlander, B
机构
[1] Orion Corp, San Diego, CA 92121 USA
[2] Univ Calif Davis, Davis, CA 95616 USA
基金
美国国家科学基金会;
关键词
chirp; parameter estimation; time-varying frequency;
D O I
10.1109/78.765111
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this paper, we model complex signals by approximating the phase and the logarithm of the time-varying amplitude of the signal as a finite-order polynomial. We refer to a signal that has this form as an exponential polynomial signal (EPS). We derive an iterative maximum-likelihood (ML) estimation algorithm to estimate the unknown parameters of the EPS model. The initialization of the ML algorithm can be performed by using the result of a related paper. A statistical analysis of the hit algorithm is performed using a finite-order Taylor expansion of the mean squared error (MSE) of the estimate about the variance of the additive noise. This perturbation analysis gives a method of predicting the MSE of the estimate for any choice of the signal parameters, The MSE from the perturbation analysis is compared with the MSE from a Monte Carlo simulation and the Cramer-Rao Bound (CRB). The CRB for this model is also derived in this paper.
引用
收藏
页码:1493 / 1501
页数:9
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